U.S. Stock Options With Biggest Changes in Implied Volatility

The following are the U.S. stock options that had the biggest percentage changes in implied volatility from the previous trading day as of 11:30 a.m. in New York. This {OSCH <GO>} search was limited to options that are more than 10 days from expiration, have trading volume of at least 200 contracts and have strike prices within 5 percent of the underlying security's price.


Top Volatility Increases

                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
CLWR   CLEARWIRE -  CLWR US 03/17/12 C1       51.5 168.0   1.00    5.3    378
RPXC   RPX CORP     RPXC US 05/19/12 C20      42.6  59.5   2.40  242.9   1202
BCR    CR BARD INC  BCR US 03/17/12 C95       34.6  24.8   2.45  113.0    386
BCR    CR BARD INC  BCR US 03/17/12 C90       33.8  26.5   3.50  -18.6    200
ENER   ENERGY CONV  ENER US 06/16/12 C0.5     26.9 101.1   0.85    3.7    641
P      PANDORA MED  P US 06/16/12 C10         24.8  49.5   3.50    0.0    862
AFFY   AFFYMAX INC  AFFY US 03/17/12 P8       23.8  92.2   0.20   33.3    258
APRI   APRICUS BIO  APRI US 08/18/12 C2.5     23.4 123.9   1.70    3.0    400
LF     LEAPFROG EN  LF US 03/17/12 C2.5       21.2 177.3   3.90   -5.6    292
YPF    YPF SA-ADR   YPF US 04/21/12 P30       20.6  61.6   2.30   35.3    450
GE     GENERAL ELE  GE US 03/17/12 C17        19.4  28.7   1.89  -12.1   1145
FTR    FRONTIER CO  FTR US 03/17/12 C4        18.6  68.3   0.30  -14.3    698
TSLA   TESLA MOTOR  TSLA US 03/17/12 C31      18.2  55.4   2.35  -11.3    261
AKAM   AKAMAI TECH  AKAM US 03/17/12 P28      17.8  47.1   0.04   33.3    410
CYTX   CYTORI THER  CYTX US 03/17/12 P2.5     16.5 153.8   0.15   50.0    241
PPO    POLYPORE IN  PPO US 03/17/12 P35       16.5  84.0   1.00  150.0   1175
BHP    BHP BILLITO  BHP US 03/17/12 C70       15.8  35.0   7.20  -41.2    251
PPO    POLYPORE IN  PPO US 03/17/12 C45       15.7  75.6   4.10  -19.6    548
JEF    JEFFERIES G  JEF US 03/17/12 P13       15.5  55.0   0.15   50.0   3075
PPO    POLYPORE IN  PPO US 03/17/12 P40       15.4  80.1   2.25   66.7   1652
ASIA   ASIAINFO-LI  ASIA US 03/17/12 C12      15.2  88.8   1.00   -9.1    577
LNG    CHENIERE EN  LNG US 03/17/12 P12       15.1 111.2   0.85    6.2    558
TSLA   TESLA MOTOR  TSLA US 03/17/12 C33      15.0  53.2   1.45  -17.1   1691
RVBD   RIVERBED TE  RVBD US 03/17/12 C28      14.8  48.4   1.75   48.3    678
LNG    CHENIERE EN  LNG US 03/17/12 P13       14.7 108.0   1.30   23.8    333
CS     CREDIT SUIS  CS US 03/17/12 C26        14.3  45.2   1.30  -49.0    291
MMI    MOTOROLA MO  MMI US 04/21/12 C39       13.9   9.5   0.80    6.7   1660
AVP    AVON PRODUC  AVP US 03/17/12 P18       13.7  35.1   0.95   11.8    586
AVP    AVON PRODUC  AVP US 03/17/12 C17       13.6  41.1   1.25   -7.4    288
CBOE   CBOE HOLDIN  CBOE US 03/17/12 C27      13.5  23.2   0.95  137.5    432
MDVN   MEDIVATION   MDVN US 03/17/12 C70      13.3  57.7   3.70   -0.8   5190
UNG    US NAT GAS   UNG US 01/19/13 P4        13.2  54.3   0.44    2.3  20903
ZQK    QUIKSILVER   ZQK US 03/17/12 P4        13.1  57.3   0.10  100.0    200
UNG    US NAT GAS   UNG US 01/19/13 P5        12.8  51.3   0.87    3.6    234
V      VISA INC-CL  V US 03/17/12 C115        12.6  24.5   2.50   33.0   1165
RVBD   RIVERBED TE  RVBD US 03/17/12 C27      12.5  48.6   2.33   32.4    413
GE     GENERAL ELE  GE US 03/17/12 C19        12.4  22.9   0.39  -18.8   1285
CS     CREDIT SUIS  CS US 03/17/12 P25        12.3  45.2   1.11   85.0   1428
PETM   PETSMART IN  PETM US 03/17/12 C55      12.2  30.4   1.40    0.0   1241
ESV    ENSCO PLC-A  ESV US 03/17/12 C57.5     12.1  32.0   1.75  118.8   1444
AVP    AVON PRODUC  AVP US 03/17/12 C18       11.9  39.6   0.70  -15.7    573
RVBD   RIVERBED TE  RVBD US 03/17/12 P27      11.5  48.0   1.07   -9.3    529
CBOE   CBOE HOLDIN  CBOE US 03/17/12 P27      11.2  24.3   0.60  -52.0   1158
AFSI   AMTRUST FIN  AFSI US 03/17/12 C25      10.9  36.9   2.00   -2.4    471
CFX    COLFAX CORP  CFX US 03/17/12 C30       10.7  42.8   4.30   -3.4    209
NBL    NOBLE ENERG  NBL US 03/17/12 P95       10.7  35.5   1.90   81.0    444
BKS    BARNES & NO  BKS US 07/21/12 P9        10.4  92.2   1.00    0.0    300
ESV    ENSCO PLC-A  ESV US 03/17/12 P52.5     10.4  36.4   1.02  -32.0    578
WFM    WHOLE FOODS  WFM US 03/17/12 P82.5     10.4  27.9   3.75   33.0    280
TDG    TRANSDIGM G  TDG US 03/17/12 P120      10.3  22.6   7.10    3.6    300
MSFT   MICROSOFT C  MSFT US 04/21/12 C27      10.3  24.9   3.70   -2.6    374
CBOE   CBOE HOLDIN  CBOE US 09/22/12 C28      10.3  22.1   1.60   60.0   1003
AAPL   APPLE INC    AAPL US 04/21/12 P380     10.3  33.0   0.82   51.9    466
AAPL   APPLE INC    AAPL US 04/21/12 P385     10.3  32.5   0.93   50.0    219
ESV    ENSCO PLC-A  ESV US 03/17/12 P55       10.2  33.8   1.80  -30.8    553
FTR    FRONTIER CO  FTR US 03/17/12 P4        10.2  66.0   0.35   16.7    618
AAPL   APPLE INC    AAPL US 04/21/12 P395     10.1  31.8   1.30   32.6    703
AH     ACCRETIVE H  AH US 03/17/12 P17.5      10.1  94.0   0.45   28.6    345
CBOE   CBOE HOLDIN  CBOE US 06/16/12 C28      10.1  21.6   1.20  118.2   1016

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
XME    SPDR S&P ME  XME US 03/17/12 P50      -59.7  41.6   1.24   53.1    447
INHX   INHIBITEX I  INHX US 08/18/12 C26     -59.1   0.3   0.05    0.0    607
XME    SPDR S&P ME  XME US 03/17/12 P51      -58.0  40.4   1.43   41.6   5814
XME    SPDR S&P ME  XME US 03/17/12 C56      -51.5  34.4   1.49  -22.8   1208
MD     MEDNAX INC   MD US 03/17/12 C75       -42.1  23.8   1.20   20.0    525
NUAN   NUANCE COMM  NUAN US 03/17/12 C27     -39.5  40.3   1.10  -75.6    375
NUAN   NUANCE COMM  NUAN US 03/17/12 P25     -38.5  40.7   0.75   50.0    219
MYRX   MYREXIS INC  MYRX US 09/22/12 P2.5    -35.5  47.2   0.25    0.0    574
XME    SPDR S&P ME  XME US 03/17/12 P52      -33.4  39.1   1.79   39.8    543
PBI    PITNEY BOWE  PBI US 03/17/12 C19      -32.3  24.0   0.35  -62.8    456
PBI    PITNEY BOWE  PBI US 03/17/12 P19      -29.7  24.2   1.00   25.0    207
PBR    PETROBRAS S  PBR US 03/17/12 P23      -28.5  47.5   0.07    0.0    662
FTE    FRANCE TELE  FTE US 08/18/12 P15      -27.6  14.2   1.40   12.0    254
LF     LEAPFROG EN  LF US 03/17/12 C5        -26.1  64.7   1.40  -26.3    734
NUAN   NUANCE COMM  NUAN US 04/21/12 C27     -25.8  39.7   1.50  -68.1    823
PM     PHILIP MORR  PM US 01/19/13 P38       -25.5  43.1   0.50  -18.0    237
PM     PHILIP MORR  PM US 01/19/13 P43       -25.1  39.8   0.60  -22.1    229
PBI    PITNEY BOWE  PBI US 03/17/12 P18      -24.8  29.6   0.43   -8.5    549
INHX   INHIBITEX I  INHX US 05/19/12 C26     -24.6   1.1   0.05    0.0    418
ALU    ALCATEL-LUC  ALU US 03/17/12 C2       -24.2  65.7   0.35   75.0    577
PPL    PPL CORPORA  PPL US 03/17/12 C29      -23.6  11.8   0.15   50.0    389
NUAN   NUANCE COMM  NUAN US 04/21/12 C26     -23.2  39.5   2.10  -61.1    289
LNKD   LINKEDIN CO  LNKD US 03/17/12 C90     -23.2  53.6   5.10  108.2    384
LNKD   LINKEDIN CO  LNKD US 03/17/12 C85     -22.0  55.1   7.57  110.3    514
SLXP   SALIX PHARM  SLXP US 03/17/12 C48     -22.0  40.2   2.20  -39.9   6000
LNKD   LINKEDIN CO  LNKD US 03/17/12 C82.5   -21.7  56.1   8.90  102.3    733
EXPE   EXPEDIA INC  EXPE US 03/17/12 P32     -21.3  33.6   0.95   -9.5    334
EXPE   EXPEDIA INC  EXPE US 03/17/12 C32     -21.1  34.1   1.85  -40.3    281
AMKR   AMKOR TECH   AMKR US 03/17/12 C5      -20.9  47.2   1.20    0.0    300
LNKD   LINKEDIN CO  LNKD US 03/17/12 P85     -20.1  58.6   4.90  -61.7    369
LNKD   LINKEDIN CO  LNKD US 03/17/12 C80     -20.1  57.8  11.00  100.0    213
LNKD   LINKEDIN CO  LNKD US 03/17/12 P77.5   -18.3  62.0   2.35  -69.9    206
ATVI   ACTIVISION   ATVI US 03/17/12 C13     -18.1  27.1   0.19  -44.1   1023
EXPE   EXPEDIA INC  EXPE US 03/17/12 P28     -18.1  41.6   0.25  -16.7    222
LGF    LIONS GATE   LGF US 03/17/12 P11      -18.0  61.5   0.45  -62.2   1070
LNKD   LINKEDIN CO  LNKD US 03/17/12 P75     -17.5  63.1   1.88  -71.2    240
ATVI   ACTIVISION   ATVI US 03/17/12 C12     -16.6  28.4   0.66  -29.0   1089
LGF    LIONS GATE   LGF US 03/17/12 C10      -16.4  63.4   2.10   31.2    465
ATVI   ACTIVISION   ATVI US 03/17/12 C11     -16.3  33.6   1.46  -15.6    708
INHX   INHIBITEX I  INHX US 08/18/12 C25     -16.2   3.5   1.05    5.0    279
CBOE   CBOE HOLDIN  CBOE US 03/17/12 C29     -15.8  19.9   0.25  150.0    555
LNKD   LINKEDIN CO  LNKD US 03/17/12 P70     -15.8  65.9   1.05  -75.9    255
EXPE   EXPEDIA INC  EXPE US 04/21/12 P33     -15.0  32.1   1.75   -2.8    353
SIRI   SIRIUS XM R  SIRI US 03/17/12 C2      -15.0  37.5   0.21   -8.7    241
LGND   LIGAND PHAR  LGND US 05/19/12 P12.5   -14.5  50.1   0.60  -75.0    210
LNKD   LINKEDIN CO  LNKD US 03/17/12 P62.5   -14.2  70.3   0.45  -80.4    286
TYP    DIR TECH BE  TYP US 03/17/12 C10      -13.7  44.9   1.35    0.0    400
LGF    LIONS GATE   LGF US 03/17/12 C12      -13.7  65.9   0.85   34.9    334
NUAN   NUANCE COMM  NUAN US 01/18/14 P20     -13.5  45.8   2.90  -27.5    200
PBI    PITNEY BOWE  PBI US 04/21/12 P18      -13.4  28.6   0.70   16.7    374
PAAS   PAN AMER SI  PAAS US 03/17/12 C22     -10.3  44.1   2.55    0.0   1068
NUAN   NUANCE COMM  NUAN US 01/19/13 C27     -10.1  42.4   4.00  -44.4    528
ANGI   ANGIE'S LIS  ANGI US 03/17/12 C15     -10.1  40.1   1.30    0.0   1500
PAAS   PAN AMER SI  PAAS US 03/17/12 P20     -10.0  46.1   0.15  -25.0   1745

x - Ex-dividend. * - Ex-earnings.

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